As a new type of energetic material, cocrystal explosives demonstrate many excellent properties, such as high energy density and low sensitivity, due to the interaction between the molecules of the two components. The known decomposition temperature is 235 °C for CL-20/HMX cocrystals at a faster heating rate. CL-20 molecules could separate from the cocrystal matrix and decompose at a higher temperature, much lower than the decomposition temperature. The current work provided deep insight into the isothermal structural evolution of CL-20/HMX cocrystals with slow roasting at 190 °C. We found that the initial decomposition originates from separating CL-20 molecules from the surface along the (010) plane of the cocrystals. The gas products, such as NO2 and NO, escape from the largest exposed surface of the (010) plane and generates microbubbles and microholes. At the same time, the residual HMX molecules form δ-phase HMX crystals and shrink the volume by 72%. By increasing the time held at 190 °C, the decomposition of CL-20 molecules and recrystallization of the residual HMX molecules form a gully-like structure on the (010) plane of the CL-20/HMX cocrystal. After a long time at 190 °C, the CL-20 component completely decomposes, and all HMX molecules recrystallize in the δ-HMX form. The interaction between HMX and CL-20 molecules makes the decomposition rate of the CL-20/HMX cocrystal much slower than that of the CL-20 pure crystal with a similar decomposition activation energy during isothermal heating. This work can help to deeply understand the safety of CL-20/HMX cocrystal explosives at a temperature lower than the recognized decomposition temperature.